-55.8%
FIG vs TXG
+372.5%
-428.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -16.3% | +1.8% | -18.1% | -16.5% |
| 30D | -14.3% | +32.0% | -46.3% | -16.5% |
| 3M | +7.2% | +87.0% | -79.9% | -0.3% |
| 6M | -18.6% | +180.1% | -198.7% | -28.5% |
| YTD | -35.5% | +284.1% | -319.6% | -46.4% |
| 1Y | -55.8% | +361.7% | -417.5% | -64.1% |
| All | -55.8% | +372.5% | -428.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling